+616.7%
ADI vs LH
+179.1%
+437.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +1.1% |
| 7D | +1.3% | -7.4% | +8.7% | +5.1% |
| 30D | -6.0% | -4.6% | -1.4% | -3.9% |
| 3M | -7.7% | +14.5% | -22.2% | -14.3% |
| 6M | +14.0% | +14.8% | -0.8% | +5.3% |
| YTD | +34.4% | +23.3% | +11.1% | +19.6% |
| 1Y | +48.0% | +13.6% | +34.4% | +36.7% |
| 3Y | +113.3% | +56.3% | +57.0% | +65.3% |
| 5Y | +131.1% | +25.2% | +105.9% | +96.8% |
| All | +616.7% | +179.1% | +437.6% | +293.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling